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Optimal Single-Shot Correction for a Model Problem

✍ Scribed by Ryasin, V. A.


Book ID
118224445
Publisher
Society for Industrial and Applied Mathematics
Year
1966
Tongue
English
Weight
669 KB
Volume
11
Category
Article
ISSN
0040-585X

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Optimal correction problem of a multidim
✍ J.L. Menaldi; M.I. Taksar πŸ“‚ Article πŸ“… 1989 πŸ› Elsevier Science 🌐 English βš– 705 KB

For a stochastic system governed by a multidimensional Brownian motion with additive controllable input, optimality equations are solved and the existence and uniqueness of the optimal policy is proved.